#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Termstructures;
using Cephei.QL;
namespace Cephei.QL.Experimental.Credit
{
     // <summary> 
	// ! Risky asset-swap instrument
	// </summary>
    [Guid ("5BADA8E5-21FC-46a4-8AC8-E81C80485959"),ComVisible(true)]
	public interface IRiskyAssetSwap : Cephei.QL.IInstrument
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double FairSpread {get;}
        
		 Boolean FixedPayer {get;}
        
		 Double FloatAnnuity {get;}
        
		 Double Nominal {get;}
        
		 Double Spread {get;}
    }

    // <summary> 
	// ! Risky asset-swap instrument Factory
	// </summary>
   	[ComVisible(true)]
    public interface IRiskyAssetSwap_Factory // : Collection_Factory<IRiskyAssetSwap, ICell<IRiskyAssetSwap>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IRiskyAssetSwap Create (Boolean fixedPayer, Double nominal, Cephei.QL.Times.ISchedule fixedSchedule, Cephei.QL.Times.ISchedule floatSchedule, Cephei.QL.Times.IDayCounter fixedDayCounter, Cephei.QL.Times.IDayCounter floatDayCounter, Double spread, Double recoveryRate_, Cephei.QL.Termstructures.IYieldTermStructure yieldTS, Cephei.QL.Termstructures.IDefaultProbabilityTermStructure defaultTS, Microsoft.FSharp.Core.FSharpOption<Double> coupon, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

